The government of the UK retreats above Hadrian's Wall after civil order in the country collapses in the wake of the zombie pandemic. The Queen refuses to abandon her people and declines evacuation, makes all royal property throughout the commonwealth a refuge by royal decree for any who can successfully reach and hold it, and with her loyal retainers turns Buckingham Palace into a sanctuary (and beacon of hope) in zombie-overrun London. This later proves to be crucial to the UK as Buckingham Palace happens to be on top of substantial petroleum reserves, which wartime exigencies require tapping.

That's what happens, anyhow. Read the book, Max Brooks does it a lot better than I just did from a three year old memory. There is also a very brief meditation by the character being interviewed by the frame narrator to the effect that the monarch is the custodian of the soul of Britain in a way that the Yanks just can't understand. Literary criticism: I would have struck that sentence because the book shows that powerfully and it is weaker for then saying the moral explicitly.